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COMPONENT · SOURCE ID 1021

UnderlyingInstrument

Definition

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 311 UnderlyingSymbolfield—
  2. 312 UnderlyingSymbolSfxfield—
  3. 309 UnderlyingSecurityIDfield—
  4. 305 UnderlyingSecurityIDSourcefield—
  5. UndSecAltIDGrpgroup—
  6. 462 UnderlyingProductfield—
  7. 463 UnderlyingCFICodefield—
  8. 310 UnderlyingSecurityTypefield—
  9. 763 UnderlyingSecuritySubTypefield—
  10. 313 UnderlyingMaturityMonthYearfield—
  11. 542 UnderlyingMaturityDatefield—
  12. 1213 UnderlyingMaturityTimefield—
  13. 241 UnderlyingCouponPaymentDatefield—
  14. 1453 UnderlyingRestructuringTypefield—
  15. 1454 UnderlyingSeniorityfield—
  16. 1455 UnderlyingNotionalPercentageOutstandingfield—
  17. 1456 UnderlyingOriginalNotionalPercentageOutstandingfield—
  18. 1459 UnderlyingAttachmentPointfield—
  19. 1460 UnderlyingDetachmentPointfield—
  20. 242 UnderlyingIssueDatefield—
  21. 243 UnderlyingRepoCollateralSecurityTypefield—
  22. 244 UnderlyingRepurchaseTermfield—
  23. 245 UnderlyingRepurchaseRatefield—
  24. 246 UnderlyingFactorfield—
  25. 256 UnderlyingCreditRatingfield—
  26. 595 UnderlyingInstrRegistryfield—
  27. 592 UnderlyingCountryOfIssuefield—
  28. 593 UnderlyingStateOrProvinceOfIssuefield—
  29. 594 UnderlyingLocaleOfIssuefield—
  30. 247 UnderlyingRedemptionDatefield—
  31. 316 UnderlyingStrikePricefield—
  32. 941 UnderlyingStrikeCurrencyfield—
  33. 317 UnderlyingOptAttributefield—
  34. 436 UnderlyingContractMultiplierfield—
  35. 1437 UnderlyingContractMultiplierUnitfield—
  36. 1441 UnderlyingFlowScheduleTypefield—
  37. 998 UnderlyingUnitOfMeasurefield—
  38. 1423 UnderlyingUnitOfMeasureQtyfield—
  39. 1424 UnderlyingPriceUnitOfMeasurefield—
  40. 1425 UnderlyingPriceUnitOfMeasureQtyfield—
  41. 1000 UnderlyingTimeUnitfield—

    Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

  42. 1419 UnderlyingExerciseStylefield—
  43. 435 UnderlyingCouponRatefield—
  44. 308 UnderlyingSecurityExchangefield—
  45. 306 UnderlyingIssuerfield—
  46. 362 EncodedUnderlyingIssuerLenfield—
  47. 363 EncodedUnderlyingIssuerfield—
  48. 307 UnderlyingSecurityDescfield—
  49. 364 EncodedUnderlyingSecurityDescLenfield—
  50. 365 EncodedUnderlyingSecurityDescfield—
  51. 877 UnderlyingCPProgramfield—
  52. 878 UnderlyingCPRegTypefield—
  53. 972 UnderlyingAllocationPercentfield—

    Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

  54. 318 UnderlyingCurrencyfield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>)

  55. 879 UnderlyingQtyfield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

  56. 975 UnderlyingSettlementTypefield—

    Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

  57. 973 UnderlyingCashAmountfield—

    Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

  58. 974 UnderlyingCashTypefield—

    Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

  59. 810 UnderlyingPxfield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

  60. 882 UnderlyingDirtyPricefield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

  61. 883 UnderlyingEndPricefield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

  62. 884 UnderlyingStartValuefield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

  63. 885 UnderlyingCurrentValuefield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

  64. 886 UnderlyingEndValuefield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

  65. UnderlyingStipulationsgroup—

    Specific to the <UnderlyingInstrument> (not in <Instrument>)

  66. 1044 UnderlyingAdjustedQuantityfield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

  67. 1045 UnderlyingFXRatefield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

  68. 1046 UnderlyingFXRateCalcfield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

  69. 1038 UnderlyingCapValuefield—
  70. UndlyInstrumentPartiesgroup—
  71. 1039 UnderlyingSettlMethodfield—
  72. 315 UnderlyingPutOrCallfield—

    Used to express option right

Used in messages

Direct parent structures